+218.2%
GLD vs CMG
+314.3%
-96.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +0.1% | -6.5% | +6.6% | +0.3% |
| 30D | +0.2% | +12.1% | -11.9% | -0.1% |
| 3M | +3.2% | +20.6% | -17.4% | +2.7% |
| 6M | -14.6% | +2.1% | -16.7% | -14.8% |
| YTD | +1.8% | -2.6% | +4.4% | +1.7% |
| 1Y | +20.7% | -8.7% | +29.4% | +20.7% |
| 3Y | +126.5% | -7.4% | +133.9% | +125.6% |
| 5Y | +140.0% | -5.7% | +145.7% | +138.6% |
| 10Y | +218.2% | +322.3% | -104.1% | +213.5% |
| All | +218.2% | +314.3% | -96.1% | +213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling